Agreed.
Find out how many calories you eat per day (REAL FOOD) here. Telling us "I eat all the time" doesn't work, you need to find out an exact number.
www.fitday.com or
http://www.ntwrks.com/~mikev/chart1.html
If you can't gain weight naturally, steroids aren't going to do anything for you except shrink your nuts. Anabolic steroids grow muscle by increasing protein synthesis so your body can make muscle tissue faster. If the protein (and other calories) aren't there to begin with,
where is the muscle going to come from? Magic? You can't build a house without bricks.
Also post up your training regimen. Exercises, sets, reps, days, everything. Do you do squats and deadlifts? These 2 exercises are the best for total body growth and releasing the most natural GH and testosterone.